On approximate continuity and the support of reflected stochastic differential equations (Q726801)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On approximate continuity and the support of reflected stochastic differential equations |
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On approximate continuity and the support of reflected stochastic differential equations (English)
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14 July 2016
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The paper aims at the support problem of diffusions constrained in a domain with normal reflection boundary. The authors first prove an approximate continuity theorem for normally reflected domains without admissibility condition, which implies the support problem for such diffusions. Then they provide an alternate approach to solve the support problem in Hölder domains. Finally, they give an application of the support theorem to a maximum principle for \(L\)-subharmonic functions in domains with nonsmooth boundary.
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reflected stochastic differential equations
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approximate continuity
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diffusions
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support problem
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limit theorem
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maximum principle
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